+566.1%
XYZ vs CAH
+412.5%
+153.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | -2.1% | +3.9% | -6.0% | -3.2% |
| 30D | +7.0% | +16.0% | -9.0% | +2.7% |
| 3M | +5.1% | +19.1% | -14.0% | +0.1% |
| 6M | +14.1% | +53.0% | -39.0% | +1.0% |
| YTD | +26.4% | +36.6% | -10.2% | +14.6% |
| 1Y | +25.1% | +37.4% | -12.3% | +13.2% |
| 3Y | +59.7% | +178.8% | -119.1% | +11.5% |
| 5Y | -63.8% | +498.6% | -562.4% | -80.7% |
| All | +566.1% | +412.5% | +153.5% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling